Q Group Seminars

Date

Topic

Speaker

29^th January

New Approaches to Credit Analysis of Securities and Portfolios

Gifford Fong

21^st March

On Playing Trombones to Tulips

Jack Gray

29^th April

Martingale Methods in Dynamic Portfolio Allocation with Distortion Operators.

Contingent Claim Pricing using Probability Distortion Operators: Methods from Insurance Risk Pricing and their Relationship to Financial Theory.

Mahmoud Hamada - Student seminar

29^th April

Evaluation of American Strangles - Extended Abstract

Andrew Ziogas - Student seminar

16^th July

Maximising the predictive power from misspecified models

Ron Bewley, CBA